How do I protect my hair in gym class?

School started last week (early I know) and we've started actually doing things in PE this week. I know that I can always wrap it in a scarf, but I don't really want to do that for a 45 minute gym period where I'm surrounded by other *shudders* teenagers... Am I at a loss or is there something I can do so my hair doesn't get frizzy and gross while exercising? Bringing products to school doesn't really bother me, but like I said, wrapping my hair up in anything is completely out of the question. Thanks!